A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method

  • Authors:
  • Michele Benzi;Carl D. Meyer;Miroslav Tuma

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 1996

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Abstract

A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix $A$ is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if $A$ is an H-matrix. The results of numerical experiments are presented.